+47.2%
BP vs TCOM
+26.8%
+20.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | -0.8% | +2.2% | -2.9% | -1.0% |
| 30D | -3.1% | +12.5% | -15.7% | -4.3% |
| 3M | +6.2% | -5.6% | +11.8% | +6.8% |
| 6M | +4.8% | -16.5% | +21.3% | +6.7% |
| YTD | +35.2% | -39.4% | +74.5% | +42.2% |
| 1Y | +27.4% | -41.0% | +68.4% | +34.5% |
| All | +47.2% | +26.8% | +20.4% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling